Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544686.5898 | 445497.5388 | 99189.051 | 607566.5745 | 1766838.7359 | -1159272.1613 |
Total P&L (%) | 544.6866 | 445.4975 | 99.1891 | 607.5666 | 1766.8387 | -1159.2722 |
Avg Daily Profit (%) | 0.2909 | 0.2379 | 0.053 | 0.1046 | 0.1564 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193805 | -136367 | -97719 | -4821243 | -2687572 | -2999669 |
Profit Factor | 1.3723 | 1.5775 | 1.1434 | 1.0261 | 1.1551 | 0.9028 |
Total Trades | 455 | 228 | 227 | 455 | 228 | 227 |
Winning Trades | 178 | 77 | 101 | 178 | 77 | 101 |
Losing Trades | 277 | 151 | 126 | 277 | 151 | 126 |
Profitability (%) | 39.1209 | 33.7719 | 44.4934 | 39.1209 | 33.7719 | 44.4934 |
Ratio Avg Win / Avg Loss | 2.1355 | 3.0935 | 1.4264 | 1.5967 | 2.2651 | 1.1262 |
Largest Winning Trade | 151154 | 151154 | 38407 | 1521658 | 1521658 | 1057632 |
Largest Losing Trade | -25903 | -19975 | -25903 | -773535 | -634084 | -773535 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5582 | 2606 | 2976 | 5582 | 2606 | 2976 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319548 | 195854 | -186189 | -245306 | -46578 | -580342 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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